Inter-market sentiment analysis using Markov switching Bayesian VAR analysis
Saeed Ebrahimijam, Cahit Adaoglu, and Korhan K. Gokmenoglu
| Year of publication: |
2022
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|---|---|
| Authors: | Ebrahimijam, Saeed ; Adaoglu, Cahit ; Gokmenoglu, Korhan K. |
| Published in: |
Regulation of Finance and Accounting : 21st and 22nd Virtual Annual Conference on Finance and Accounting (ACFA2020-21), Prague, Czech Republic. - Cham : Springer International Publishing, ISBN 978-3-030-99873-8. - 2022, p. 73-84
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| Subject: | Gold | Market sentiment | MS Bayesian VAR | Oil | Stock | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Markov-Kette | Markov chain | Prognoseverfahren | Forecasting model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section ; Konferenzbeitrag ; Conference paper |
| Language: | English |
| Other identifiers: | 10.1007/978-3-030-99873-8_6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013448478